-13.3%
TSLA vs PFGC
+12.5%
-25.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +13.5% | -16.9% | -3.7% |
| 7D | -4.7% | +13.9% | -18.6% | -5.0% |
| 30D | +1.7% | +18.4% | -16.6% | +1.0% |
| 3M | +17.7% | -2.5% | +20.2% | +19.0% |
| 6M | -1.9% | +26.0% | -27.9% | -3.2% |
| YTD | -14.3% | +21.9% | -36.2% | -14.8% |
| 1Y | -13.3% | +13.4% | -26.7% | -18.2% |
| All | -13.3% | +12.5% | -25.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling